A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The change in Holographic entanglement entropy (HEE) for small fluctuations about pure anti De Sitter (AdS) is obtained by a perturbative expansion of the area functional in terms of the change in the bulk metric and the embedded extremal surface. However, it is known that change in the embedding appears in second orde…
We study exponential Levy models with change-point which is a random variable, independent from initial Levy processes. On canonical space with initially enlarged filtration we describe all equivalent martingale measures for change-point model and we give the conditions for the existence of f-divergence minimal equival…
Let (N,g0) be a Kahler-Einstein surface with the first Chern class negative and assume that there exists a branched Lagrangian minimal surfaces with respect to the metric g0. We show that when the Kahler-Einstein metric is changed in the same component (i.e. the complex structure is changed), the Lagrangian m…
We show that the following unlinking strategy does not always yield an optimal sequence of crossing changes: first split the link with the minimal number of crossing changes, and then unknot the resulting components.
The study finds that most minimal surfaces in generic 4D manifolds intersect in complex ways.
problem Understanding self-intersections of minimal surfaces in generic Riemannian manifolds.
method Analyzing the properties of minimal surfaces in a generic Riemannian manifold of dimension four.
result Most minimal surfaces in generic 4D manifolds intersect in complex ways, with tangent planes failing to be complex with respect to any orthogonal complex structure.
Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this limitation, new performance measures, including dynamic regret and adaptive regr…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The stochastic optimization problems arising in these machine learning problems is solved…
The study connects lamination and orbit closures in hyperbolic manifolds.
problem Understanding the geometric and dynamical properties of horocycle orbit closures in Z-covers of compact hyperbolic manifolds.
method Exposes connections between distance minimizing laminations and horospherical orbit closures in Z-covers of compact hyperbolic manifolds. Provides novel constructions and explicit descriptions.
result Even slight perturbations to hyperbolic metrics can drastically change horocycle orbit closures.
We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed action in hindsight. However, static regret is not an appropriate metric when the un…
We consider the problem of distortion minimal morphing of n-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…
Optimal learning rate schedules for SGD in changing data distributions.
problem Minimizing regret in online learning with changing data distributions.
method Characterized optimal schedules for linear regression, proposed schedules for general convex and non-convex losses, and defined a notion of regret for non-convex losses.
result Upper and lower bounds for regret with constants for convex losses, and an upper bound on total expected regret for non-convex losses.
In this work, we propose new objective functions to train deep neural network based density ratio estimators and apply it to a change point detection problem. Existing methods use linear combinations of kernels to approximate the density ratio function by solving a convex constrained minimization problem. Approximating…
To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms have been successfully developed to minimize the adaptive regret. However, existi…
A graph G is called "minimalizable" if a diagram with minimal crossing number can be obtained from an arbitrary diagram of G by crossing changes. If, furthermore, the minimal diagram is unique up to crossing changes then G is called "strongly minimalizable". In this article, it is explained how minimalizability of a gr…
Manturov recently introduced the idea of a free knot, i.e. an equivalence class of virtual knots where equivalence is generated by crossing change and virtualization moves. He showed that if a free knot diagram is associated to a graph that is irreducibly odd, then it is minimal with respect to the number of classical …
Body-worn video (BWV) cameras are increasingly utilized by police departments to provide a record of police-public interactions. However, large-scale BWV deployment produces terabytes of data per week, necessitating the development of effective computational methods to identify salient changes in video. In work carried…
This paper is about interpolating minimal surfaces between two real analytic curves, a and b, each of which are simple real analytic curves, using the Björling-Schwarz formula in the domain where it is valid, changing the normal distributions on inital curves. We insert curves l1,...lL at specific locations and cla…
Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained s…
We consider a general class of continuous asset price models where the drift and the volatility functions, as well as the driving Brownian motions, change at a random time τ. Under minimal assumptions on the random time and on the driving Brownian motions, we study the behavior of the model in all the filtrations whi…
To recover a sparse signal from an underdetermined system, we often solve a constrained L1-norm minimization problem. In many cases, the signal sparsity and the recovery performance can be further improved by replacing the L1 norm with a "weighted" L1 norm. Without any prior information about nonzero elements of the si…
In this paper, we study two classes of optimal reinsurance models from perspectives of both insurers and reinsurers by minimizing their convex combination where the risk is measured by a distortion risk measure and the premium is given by a distortion premium principle. Firstly, we show that how optimal reinsurance mod…
Study on minimizing singular capillary cones with stability and instability results.
problem Minimizing singular capillary cones with free boundary.
method Stability criterion à la Jerison-Savin, Simons-type inequality for convex, homogeneous, symmetric functions of principal curvatures, boundary condition specific to capillary setting.
result Minimizing cones with non-sign-changing mean curvature are flat in dimensions up to 4, and non-trivial axially symmetric cones are unstable in dimensions up to 6.